Newmark Property Reit GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8595 | 40.22 | |
| 0.3191 | 9.03 | |
| 0.0000 | 0.00 | |
| 0.5104 | 3.77 |
Estimation Period:
Dec 6, 2021 to May 24, 2024
Dec 6, 2021 to May 24, 2024
News Impact Curve
Volatility Forecasts
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